We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+7.87%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$174B
AUM Growth
+$14.1B
Cap. Flow
+$3.62B
Cap. Flow %
2.08%
Top 10 Hldgs %
19.28%
Holding
4,167
New
180
Increased
2,404
Reduced
1,428
Closed
125

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$125M
2
TSLA icon
Tesla
TSLA
+$115M
3
MSFT icon
Microsoft
MSFT
+$109M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$80.1M
5
PSX icon
Phillips 66
PSX
+$74.3M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$734M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$351M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$167M
4
GLD icon
SPDR Gold Trust
GLD
+$63.6M
5
GME icon
GameStop
GME
+$59.1M

Sector Composition

Rank Sector Weight
1 Technology 20.47%
2 Financials 12.45%
3 Healthcare 11.58%
4 Consumer Discretionary 10.26%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ABCB icon
1276
Ameris Bancorp
ABCB
$5.89B
$11.5M 0.01%
218,573
+17,200
+9% +$817K
NTB icon
1277
Bank of N.T. Butterfield & Son
NTB
$2.41B
$11.4M 0.01%
299,585
+26,808
+10% +$946K
TI
1278
DELISTED
Telecom Italia
TI
$11.4M 0.01%
2,100,268
+152,734
+8% +$832K
JGH icon
1279
Nuveen Global High Income Fund
JGH
$351M
$11.4M 0.01%
739,772
+344,512
+87% +$5.3M
CW icon
1280
Curtiss-Wright
CW
$25.1B
$11.4M 0.01%
96,336
-3,286
-3% -$380K
MYGN icon
1281
Myriad Genetics
MYGN
$476M
$11.4M 0.01%
375,187
+44,944
+14% +$1.28M
IRBT
1282
DELISTED
iRobot
IRBT
$11.4M 0.01%
93,109
+9,438
+11% +$1.07M
NIO icon
1283
NIO
NIO
$11.9B
$11.4M 0.01%
291,827
-17,373
-6% -$885K
MAC icon
1284
Macerich
MAC
$7.4B
$11.4M 0.01%
971,203
+43,730
+5% +$585K
JACK icon
1285
Jack in the Box
JACK
$314M
$11.4M 0.01%
103,488
-9,620
-9% -$978K
AVNT icon
1286
Avient
AVNT
$3.29B
$11.4M 0.01%
240,125
+34,115
+17% +$1.52M
BIG
1287
DELISTED
Big Lots, Inc.
BIG
$11.3M 0.01%
166,179
-46,883
-22% -$2.8M
BKI
1288
DELISTED
Black Knight, Inc. Common Stock
BKI
$11.3M 0.01%
153,397
-44
-0% -$3.54K
APPS icon
1289
Digital Turbine
APPS
$982M
$11.3M 0.01%
141,178
-2,179
-2% -$159K
BERY
1290
DELISTED
Berry Global Group, Inc.
BERY
$11.3M 0.01%
201,069
+11,698
+6% +$607K
AWR icon
1291
American States Water
AWR
$3.44B
$11.3M 0.01%
149,901
-1,427
-0.9% -$110K
DAY
1292
DELISTED
Dayforce
DAY
$11.3M 0.01%
134,469
+53,201
+65% +$4.97M
SNOW icon
1293
Snowflake
SNOW
$98.1B
$11.3M 0.01%
41,987
+18,579
+79% +$4.96M
CORE
1294
DELISTED
Core Mark Holding Co., Inc.
CORE
$11.3M 0.01%
292,846
+13,324
+5% +$460K
SITE icon
1295
SiteOne Landscape Supply
SITE
$4.09B
$11.3M 0.01%
66,243
-5,323
-7% -$883K
ARCB icon
1296
ArcBest
ARCB
$3.16B
$11.3M 0.01%
160,312
-12,242
-7% -$705K
FRPT icon
1297
Freshpet
FRPT
$3.04B
$11.3M 0.01%
71,008
-4,490
-6% -$677K
SSTK icon
1298
Shutterstock
SSTK
$209M
$11.3M 0.01%
126,435
+5,949
+5% +$476K
UBSI icon
1299
United Bankshares
UBSI
$6.69B
$11.3M 0.01%
291,807
-13
-0% -$477
CUBE icon
1300
CubeSmart
CUBE
$9.61B
$11.3M 0.01%
297,420
-107,802
-27% -$3.88M
50 51
52
53 54

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q1 2021 Portfolio in Review

As of Q1 2021, Parametric Portfolio Associates held 4,167 positions worth $174B, up 8.8% from $160B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Parametric Portfolio Associates's Q1 2021 filing shows 180 new, 2,404 increased, 1,428 reduced and 125 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M. The largest sale was Vanguard S&P 500 ETF, an estimated $734M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2021 buy was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M.
  • Parametric Portfolio Associates added most to Amazon in Q1 2021, an estimated $125M increase.
  • Parametric Portfolio Associates's biggest Q1 2021 reduction was Vanguard S&P 500 ETF, cutting an estimated $734M.
  • Parametric Portfolio Associates fully exited Tiffany & Co. in Q1 2021, selling an estimated $55M.
  • Parametric Portfolio Associates's ten largest holdings make up 19% of its $174B portfolio in Q1 2021.
  • Parametric Portfolio Associates opened 180 new positions and closed 125 in Q1 2021.
  • Parametric Portfolio Associates's portfolio value rose 8.8% quarter-over-quarter to $174B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2021, filed 17 May 2021.